+69.6%
OTIS vs EME
+1,491.9%
-1,422.3%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.4% | +1.4% | -0.5% |
| 7D | -2.2% | +2.7% | -4.9% | -2.8% |
| 30D | -4.3% | -6.8% | +2.5% | -2.9% |
| 3M | -2.2% | -8.8% | +6.7% | -0.9% |
| 6M | -19.9% | +5.0% | -24.9% | -22.2% |
| YTD | -19.3% | +23.5% | -42.8% | -25.7% |
| 1Y | -19.6% | +21.3% | -40.9% | -26.6% |
| 3Y | -11.5% | +241.1% | -252.6% | -48.6% |
| 5Y | -16.8% | +549.2% | -565.9% | -64.1% |
| All | +69.6% | +1,491.9% | -1,422.3% | -51.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EME.
Daily Out/Under-Performance
Portfolio return minus EME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EME return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded EME wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling